A clearer version of NurdinTakenov's proof. I prefer Knuth's notation, and falling factorials are nicer to work with:
$$
m^{\underline{k}} = m (m - 1) \ldots (m - k + 1)
$$
First:
$$
(m + 1)^{\underline{k}} - m^{\underline{k}}
= (m + 1) \cdot m^{\underline{k - 1}}
- m^{\underline{k - 1}} \cdot (m - k + 1) \\
= k \cdot m^{\underline{k - 1}}
$$
So:
$$
\sum_{1 \le r \le m} r^{\underline{k}} = \frac{m^{\underline{k + 1}}}{k + 1}
$$
Now the proof by induction over $k$ goes through easily:
Base: If $k = 0$, we have that $0! \mid m^{\underline{0}}$, which is just $1 \mid 1$.
Induction: Assume $k! \mid m^{\underline{k}}$ for all $m$. Then:
$$
m^{\underline{k + 1}} = (k + 1) \sum_{1 \le r \le m} r^{\underline{k}}
$$
By induction, each term of the sum is divisible by $k!$, so the right hand side is divisible by $(k + 1) k! = (k + 1)!$.